I feel your pain. If you nest a label one would assume (prefer) that the parent label inherit the child label, but as you've noted, it does not.
A common solution is to add another filter that catches all the same messages as combining the 'child' labels into a single filter would.
Mail Filter 1:
Mail Filter 2:
Mail Filter 3 (1 & 2 Combined):
from:(email@example.com) OR from:(firstname.lastname@example.org)
This does the trick however becomes very difficult to manage over time. You need to remember to update rules in several places. You might have child labels that are themselves parent labels and the complexity becomes overwhelming.
I started building an Excel spreadsheet that creates the code for the rules for me and also manages the relationship between parents, children and siblings. It hasn't been without it's own 'learnings' along the way and I will likely try to finish it using a more DB/scripting approach as I am stretching Excel into shapes it doesn't look good in.
It is a huge advantage to me to delete and recreate rules as (1) you can update multiple rules quickly, (2) you can apply multiple rules quickly (i.e. Gmail asks if you'd like to apply them as part of the import process, (3) you can reorder your rules simply by deleting and reimporting your rules in a new order if you strip out unique identifiers before import. I have preferences for my order unrelated to when the rule was created.